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Publications

by members of

Stony Brook University - SUNY → College of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2018

  1. David Hirshleifer & Danling Jiang & Yuting Meng, 2018, "Mood Betas and Seasonalities in Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 24676, Jun.

2008

  1. Doran, James & Jiang, Danling & Peterson, David, 2008, "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper, University Library of Munich, Germany, number 15463, Apr, revised 10 Mar 2009.
  2. Jiang, Danling, 2008, "Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 8325, Apr.

2007

  1. Hirshleifer, David & Jiang, Danling, 2007, "Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns," MPRA Paper, University Library of Munich, Germany, number 16134, Oct, revised 08 Jul 2009.
  2. Hirshleifer, David & Jiang, Danling, 2007, "A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns," MPRA Paper, University Library of Munich, Germany, number 20636, Oct, revised 10 Feb 2010.
  3. Doran, James & Jiang, Danling & Peterson, David, 2007, "Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle," MPRA Paper, University Library of Munich, Germany, number 4995, Aug.

2006

  1. Jiang, Danling, 2006, "Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-8, May.
  2. Arkes, Hal & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2006, "Reference Point Adaptation: Tests in the Domain of Security Trading," MPRA Paper, University Library of Munich, Germany, number 4259, May.

Journal articles

2021

  1. Don M. Autore & Nicholas Clarke & Danling Jiang, 2021, "Blockchain speculation or value creation? Evidence from corporate investments," Financial Management, Financial Management Association International, volume 50, issue 3, pages 727-746, September, DOI: 10.1111/fima.12336.
  2. Jiang, Danling & Norris, Dylan & Sun, Lin, 2021, "Weather, institutional investors and earnings news," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.101990.

2020

  1. Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng, 2020, "Mood beta and seasonalities in stock returns," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 272-295, DOI: 10.1016/j.jfineco.2020.02.003.

2019

  1. Autore, Don M. & Jiang, Danling, 2019, "The preholiday corporate announcement effect," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 61-82, DOI: 10.1016/j.finmar.2019.06.004.

2018

  1. Autore, Don M. & Hutton, Irena & Jiang, Danling & Outlaw, Dominque G., 2018, "Short interest as a signal to issue equity," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 797-815, DOI: 10.1016/j.jcorpfin.2017.12.014.

2016

  1. Kelley Bergsma & Danling Jiang, 2016, "Cultural New Year Holidays and Stock Returns around the World," Financial Management, Financial Management Association International, volume 45, issue 1, pages 3-35, March.
  2. Sean D. Campbell & Stefanos Delikouras & Danling Jiang & George M. Korniotis, 2016, "The Human Capital That Matters: Expected Returns and High-Income Households," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 9, pages 2523-2563.
  3. Danling Jiang & Alok Kumar & Kelvin K. F. Law, 2016, "Political contributions and analyst behavior," Review of Accounting Studies, Springer, volume 21, issue 1, pages 37-88, March, DOI: 10.1007/s11142-015-9344-9.

2015

  1. Irena Hutton & Danling Jiang & Alok Kumar, 2015, "Political Values, Culture, and Corporate Litigation," Management Science, INFORMS, volume 61, issue 12, pages 2905-2925, December, DOI: 10.1287/mnsc.2014.2106.

2014

  1. Hutton, Irena & Jiang, Danling & Kumar, Alok, 2014, "Corporate Policies of Republican Managers," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 5-6, pages 1279-1310, December.
  2. Jiang, Danling & Peterson, David R. & Doran, James S., 2014, "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 36-59, DOI: 10.1016/j.jempfin.2014.05.005.

2013

  1. Jiang, Danling, 2013, "The second moment matters! Cross-sectional dispersion of firm valuations and expected returns," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3974-3992, DOI: 10.1016/j.jbankfin.2013.06.011.
  2. James S. Doran & Andy Fodor & Danling Jiang, 2013, "Call-Put Implied Volatility Spreads and Option Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 3, issue 2, pages 258-290.

2011

  1. James S. Doran & Danling Jiang & David R. Peterson, 2011, "Gambling Preference and the New Year Effect of Assets with Lottery Features," Review of Finance, European Finance Association, volume 16, issue 3, pages 685-731.

2010

  1. Arkes, Hal R. & Hirshleifer, David & Jiang, Danling & Lim, Sonya S., 2010, "A cross-cultural study of reference point adaptation: Evidence from China, Korea, and the US," Organizational Behavior and Human Decision Processes, Elsevier, volume 112, issue 2, pages 99-111, July.
  2. David Hirshleifer & Danling Jiang, 2010, "A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 9, pages 3401-3436.

2008

  1. Arkes, Hal R. & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2008, "Reference point adaptation: Tests in the domain of security trading," Organizational Behavior and Human Decision Processes, Elsevier, volume 105, issue 1, pages 67-81, January.

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